There's no problem at all with the connection times you cite.
Ther's usually not a price advantage if you buy Swiss tickets in advance. The slow French TER fares do not change. So I think it's only that initial short TGV leg where you have price variability. Checking today's fares, I see that the cost can go as high as €59, so there's a substantial advantage to buying that ticket early. If you're making this trip the same day you fly into Luxembourg, however, it's difficult to know what time you'll be ready to hop on a train. Perhaps someone else can help you with the timing.
I don't know what to suggest about the tickets for the additional legs, since it is always more comfortable to have the tickets in hand rather than standing in line at a ticket counter or ticket machine, but you still have the timing issue, and I don't know about buying domestic Swiss tickets outside Switzerland. Since you'll have lots of time in Strasbourg if you take this routing, I'd plan to buy tickets for the rest of the journey there if you haven't already been able to get everything in Luxembourg (which I think is unlikely--but I could be wrong).